Trading Performance Report: Cum. Profit difference  [SOLVED]

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Fabrice
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Trading Performance Report: Cum. Profit difference

Postby Fabrice » 07 Dec 2012

f_Pict1 : tick chart -> TPR reports a Cum. Profit of -1017
f_Pict2 : 15 min chart -> TPR reports a Cum. Profit of -725

The TPR references the same number of trades (17), the same 1st trade, and the same last trade. But displays a difference of 292 in the Cum. Profit.
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f_Pict2.png
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f_Pict1.png
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Andrew MultiCharts
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Re: Trading Performance Report: Cum. Profit difference

Postby Andrew MultiCharts » 07 Dec 2012

Hello Fabrice,

Please export both reports into Excel files and attach them for us to study them. Also, please make screenshots of charts' settings.

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arnie
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Re: Trading Performance Report: Cum. Profit difference

Postby arnie » 07 Dec 2012

Talking about TPR, I'd like to have the option the list the trades per day, week and month. It would facilitate the analysis of the trades.

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Re: Trading Performance Report: Cum. Profit difference

Postby Fabrice » 07 Dec 2012

Hello Andrew,
I have just sent to your email all the details.
Best regards,
F.

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Re: Trading Performance Report: Cum. Profit difference  [SOLVED]

Postby Andrew MultiCharts » 17 Dec 2012

Unfortunately, the .xml format doesn't contain much information. We suppose one of the charts has commission set differently from the other one. Basically, the reports should be absolutely identical if important for this case chart settings are the same (data source, instrument, quote field, data range), the actual the same broker profile/account is connected, the date and time of the first and last bars are either identical or very close between 2 charts (so the number of trades in reports are the same).

You can perform a test: if you change the resolution of the second chart (which report differs from the first chart's report) to the same resolution as on the first chart, will the reports differ? If yes, then most likely it is commission. If not and the reports are still different with all the same settings, please come to our live chat to demonstrate the issue.

Fabrice
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Re: Trading Performance Report: Cum. Profit difference

Postby Fabrice » 17 Dec 2012

You are right. The Commission was not defined at all in the Strategy Properties of the 15Min chart. Now I have set it in the same way than the tick chart and Cumulative Profit are now identical.

Sorry for all the work just for that. The trading performance report (TPR) is strongly attached to a chart - not only to a symbol - , which is something I have not fully realized. So if all settings in the Strategy Properties and the timespan of the charts are the same, the TPR should always be the same, if I have well understood.

PS: it is odd that the Date/Time of the 15 Min TPR are not the real ones, such as 2:00:00 PM, 2:15:00 PM, 5:15:00 PM, etc. Always on the end of a 15 min bar. Date/Time of trades are correctly displayed when the TPR is produced from the tick chart - from which orders were sent.


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